MXISX vs. PRSVX
Compare and contrast key facts about Great-West S&P Small Cap 600 Index Fund (MXISX) and T. Rowe Price Small-Cap Value Fund (PRSVX).
MXISX is managed by Great-West. It was launched on Dec 1, 1993. PRSVX is managed by T. Rowe Price. It was launched on Jun 30, 1988.
Performance
MXISX vs. PRSVX - Performance Comparison
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MXISX vs. PRSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 3.41% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
PRSVX T. Rowe Price Small-Cap Value Fund | 3.77% | 21.18% | 10.84% | 12.34% | -18.53% | 25.47% | 12.49% | 25.82% | -11.58% | 12.84% |
Returns By Period
In the year-to-date period, MXISX achieves a 3.41% return, which is significantly lower than PRSVX's 3.77% return. Over the past 10 years, MXISX has underperformed PRSVX with an annualized return of 8.96%, while PRSVX has yielded a comparatively higher 10.92% annualized return.
MXISX
- 1D
- 2.85%
- 1M
- -4.71%
- YTD
- 3.41%
- 6M
- 4.73%
- 1Y
- 19.70%
- 3Y*
- 9.60%
- 5Y*
- 3.72%
- 10Y*
- 8.96%
PRSVX
- 1D
- 2.78%
- 1M
- -5.04%
- YTD
- 3.77%
- 6M
- 18.45%
- 1Y
- 33.24%
- 3Y*
- 16.06%
- 5Y*
- 6.95%
- 10Y*
- 10.92%
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MXISX vs. PRSVX - Expense Ratio Comparison
MXISX has a 0.56% expense ratio, which is lower than PRSVX's 0.78% expense ratio.
Return for Risk
MXISX vs. PRSVX — Risk / Return Rank
MXISX
PRSVX
MXISX vs. PRSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P Small Cap 600 Index Fund (MXISX) and T. Rowe Price Small-Cap Value Fund (PRSVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MXISX | PRSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.44 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.37 | 2.26 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 2.08 | -0.87 |
Martin ratioReturn relative to average drawdown | 4.94 | 8.63 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXISX | PRSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.44 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.34 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.52 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.64 | -0.44 |
Correlation
The correlation between MXISX and PRSVX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXISX vs. PRSVX - Dividend Comparison
MXISX's dividend yield for the trailing twelve months is around 7.20%, less than PRSVX's 21.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXISX Great-West S&P Small Cap 600 Index Fund | 7.20% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
PRSVX T. Rowe Price Small-Cap Value Fund | 21.96% | 22.79% | 9.77% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 3.79% | 3.77% | 22.55% |
Drawdowns
MXISX vs. PRSVX - Drawdown Comparison
The maximum MXISX drawdown since its inception was -70.66%, which is greater than PRSVX's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for MXISX and PRSVX.
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Drawdown Indicators
| MXISX | PRSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.66% | -55.37% | -15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -14.04% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -28.17% | +0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -44.78% | -40.97% | -3.81% |
Current DrawdownCurrent decline from peak | -5.79% | -5.61% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -7.52% | -14.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.68% | +0.27% |
Volatility
MXISX vs. PRSVX - Volatility Comparison
The current volatility for Great-West S&P Small Cap 600 Index Fund (MXISX) is 6.28%, while T. Rowe Price Small-Cap Value Fund (PRSVX) has a volatility of 6.72%. This indicates that MXISX experiences smaller price fluctuations and is considered to be less risky than PRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXISX | PRSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.72% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 16.12% | -3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 23.88% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 20.42% | +1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 21.28% | +2.56% |